Is there a global PostgreSQL server setting or SQL session parameter that defines the default for ORDER BY ... NULLS FIRST / LAST ?
Nope
Assuming that it would be something like "NULL is lowest value, or NULL is highest value", to get the expected behavior when using ASC/DESC options of ORDER BY ...
I don't think I quite follow the above, but may I suggest you read our excellent documentation on how the feature presently functions before making suggestions on how to change it.
That would help to migrate to PostgreSQL for DB engines having a different default behavior regarding NULL sorting.
IMO, not enough of a benefit to spend development time on. Having global configuration like this is something that should be, and in general is, avoided. Most of the exceptions to this have been regretted.